Let’s move on. You’re in this movie Million Dollar Arm, based on the true story of JB Bernstein, a baseball agent who had an idea to scout cricket players in India.

For whatever reason, the story of these pitchers, Rinku and Dinesh—which is a true story, 100 percent—missed me, and I’m a huge baseball fan. Maybe it’s because it happened to the Pirates, whom no one really cared about a few years ago. They were god-awful. Anyway, I loved the script, and googled it, and I was like, “Oh, shit, it really is a true story!” I always wanted to be in a movie playing a baseball player, but now I’m too old to do that believably, so this was the next best thing.

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If you threw JB, Jerry Maguire, and Arliss into a terror dome, who would come out alive?

Obviously, JB. He’s an actual person who not only thought of this idea but followed it through. I guarantee there will be an Indian-born player in the majors leagues in the next three years.

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Would you consider starring in a Bollywood film?

I don’t think so. I don’t think they put too many white dudes from Missouri in their films. They’re like, "We’ve got this part covered."

You grew up in Missouri, saved some money, and said, “Fuck it, I’m moving to California to be an actor.” That took some balls.

It’s funny. I still talk to a lot of friends I have in Missouri, and almost all of them are mystified by California. It’s this idea of “Oh, my God, what’s it like out there?” I’m like, “I don’t know, it’s kind of like here, only the weather is better.” It’s a different city, not a different planet.

You’re a huge sports fan. Jimmy Kimmel’s Cousin Sal has delighted in telling the tale of kicking you out of a fantasy league. Anything you want to say to Cousin Sal?

Oh, you know, karma is a bitch for Sal—he got thrown out this year. He was furious about it, which may have led to the dissolution of the league, which I find hilarious. I was the first beneficiary of this crazy rule where we vote one person out and invite one person in. So for years it became this sort of Survivor-style thing. Sal got voted out, and now nobody wants to play any­more. It’s like, the one time the rule bites you, you want to take the ball and go home? It’s the pranksters who have the hardest time taking a joke.

30 Rock, Bridesmaids, The Greatest Event in Television History…You’re a funny guy, huh?

Well, I always say I’m smart enough to stand next to funny people. When you’re shooting Mad Men, are you ever like, “Can Don just tell a joke or something to lighten the mood here?” Don does have a sense of humor. And he expresses it sometimes. It just unfortunately gets overridden by his horrible life decisions.

Photo: Frank Ockenfels / AMC

What goes through your mind when you’re about to go onstage at SNL?

It’s like being on a roller coaster, but you don’t know what the track is. Through the week you’re slowly getting dragged up the hill and you hear that clank, clank, clank. But unlike in a roller coaster, you don’t know what the other side looks like. You are literally thrust through the doorway at the top of the stage at 30 Rockefeller Center, Studio 8H, and you don’t know what’s going to happen next. You just hope and pray that it all goes well. But the one saving grace of the whole thing is that you know, come hell or high water, in 90 minutes it’s going to be over.

Don is a whiskey guy. You?

I like whiskey—bourbon, rye, all that stuff. Sometimes I like it too much.

Ever wind up in a barroom fight?

I’m always the peacemaker; I’m never the shit disturber. I’m always the guy who’s like, “Whoa, whoa, whoa!”—and that, by the way, is usually the first guy who gets punched in the face. So that’s generally my role in any altercation, the peacemaker who then gets punched in the face.